UBS Put 372 MSFT 17.01.2025
/ CH1304644896
UBS Put 372 MSFT 17.01.2025/ CH1304644896 /
| 2024-05-02 3:40:16 PM |
Chg.+0.110 |
Bid3:52:07 PM |
Ask3:52:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.770EUR |
+6.63% |
1.720
Bid Size: 50,000 |
1.780
Ask Size: 50,000 |
Microsoft Corporatio... |
372.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
UL879H |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Microsoft Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
372.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-11-08 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-17.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.19 |
| Parity: |
-2.14 |
| Time value: |
2.16 |
| Break-even: |
325.51 |
| Moneyness: |
0.94 |
| Premium: |
0.12 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.36 |
| Spread %: |
20.00% |
| Delta: |
-0.32 |
| Theta: |
-0.05 |
| Omega: |
-5.41 |
| Rho: |
-0.99 |
Quote data
| Open: |
1.610 |
| High: |
1.770 |
| Low: |
1.610 |
| Previous Close: |
1.660 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.76% |
| 1 Month |
|
|
+33.08% |
| 3 Months |
|
|
+4.12% |
| YTD |
|
|
-36.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.090 |
1.640 |
| 1M High / 1M Low: |
2.090 |
1.230 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-05 |
3.100 |
| Low (YTD): |
2024-03-20 |
1.160 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.833 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.550 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
160.74% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
